Related papers: Online Robust Reinforcement Learning with Model Un…
Robust controllers ensure stability in feedback loops designed under uncertainty but at the cost of performance. Model uncertainty in time-invariant systems can be reduced by recently proposed learning-based methods, which improve the…
Ramp metering is the act of controlling on-going vehicles to the highway mainlines. Decades of practices of ramp metering have proved that ramp metering can decrease total travel time, mitigate shockwaves, decrease rear-end collisions by…
We investigate the problem of corruption robustness in offline reinforcement learning (RL) with general function approximation, where an adversary can corrupt each sample in the offline dataset, and the corruption level $\zeta\geq0$…
The Robust Regularized Markov Decision Process (RRMDP) is proposed to learn policies robust to dynamics shifts by adding regularization to the transition dynamics in the value function. Existing methods mostly use unstructured…
Reinforcement learning (RL) is a branch of machine learning which is employed to solve various sequential decision making problems without proper supervision. Due to the recent advancement of deep learning, the newly proposed Deep-RL…
The field of quickest change detection (QCD) focuses on the design and analysis of online algorithms that estimate the time at which a significant event occurs. In this paper, design and analysis are cast in a Bayesian framework, where QCD…
Reinforcement learning with outcome-based feedback faces a fundamental challenge: when rewards are only observed at trajectory endpoints, how do we assign credit to the right actions? This paper provides the first comprehensive analysis of…
In this paper, we study the outage minimization problem in a decode-and-forward cooperative network with relay uncertainty. To reduce the outage probability and improve the quality of service, existing researches usually rely on the…
Learning-based techniques have become popular in both model predictive control (MPC) and reinforcement learning (RL). Probabilistic ensemble (PE) models offer a promising approach for modelling system dynamics, showcasing the ability to…
Trajectory adjustment decisions throughout the drilling process, called geosteering, affect subsequent choices and information gathering, thus resulting in a coupled sequential decision problem. Previous works on applying decision…
A machine learning model that generalizes well should obtain low errors on unseen test examples. Thus, if we learn an optimal model in training data, it could have better generalization performance in testing tasks. However, learning such a…
Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying them to safety-critical applications. Previous primal-dual style approaches suffer from instability issues and lack optimality…
Deep reinforcement learning (RL) has achieved remarkable success, yet its deployment in real-world scenarios is often limited by vulnerability to environmental uncertainties. Distributionally robust RL (DR-RL) algorithms have been proposed…
This paper studies reinforcement learning (RL) in doubly inhomogeneous environments under temporal non-stationarity and subject heterogeneity. In a number of applications, it is commonplace to encounter datasets generated by system dynamics…
Safe Reinforcement Learning (RL) plays an important role in applying RL algorithms to safety-critical real-world applications, addressing the trade-off between maximizing rewards and adhering to safety constraints. This work introduces a…
A common setting of reinforcement learning (RL) is a Markov decision process (MDP) in which the environment is a stochastic discrete-time dynamical system. Whereas MDPs are suitable in such applications as video-games or puzzles, physical…
We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…
Dynamic mechanism design studies how mechanism designers should allocate resources among agents in a time-varying environment. We consider the problem where the agents interact with the mechanism designer according to an unknown Markov…
In this work, we present a new model-free and off-policy reinforcement learning (RL) algorithm, that is capable of finding a near-optimal policy with state-action observations from arbitrary behavior policies. Our algorithm, called the…
Many physical systems have underlying safety considerations that require that the policy employed ensures the satisfaction of a set of constraints. The analytical formulation usually takes the form of a Constrained Markov Decision Process…